Categorical Differentiation Arithmetic

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Dawood, Hend, and Nefertiti Megahed. "Automatic Differentiation of Uncertainties: An Interval Computational Differentiation for First and Higher Derivatives with Implementation." PeerJ Computer Science 9, no. 5 (2023): e1301. Abstractpeerjcs1301_dawood.pdfWebsite

Acquiring reliable knowledge amidst uncertainty is a topical issue of modern science. Interval mathematics has proved to be of central importance in coping with uncertainty and imprecision. Algorithmic differentiation, being superior to both numeric and symbolic differentiation, is nowadays one of the most celebrated techniques in the field of computational mathematics. In this connexion, laying out a concrete theory of interval differentiation arithmetic, combining subtlety of ordinary algorithmic differentiation with power and reliability of interval mathematics, can extend real differentiation arithmetic so markedly both in method and objective, and can so far surpass it in power as well as applicability. This article is intended to lay out a systematic theory of dyadic interval differentiation numbers that wholly addresses first and higher order automatic derivatives under uncertainty. We begin by axiomatizing a differential interval algebra and then we present the notion of an interval extension of a family of real functions, together with some analytic notions of interval functions. Next, we put forward an axiomatic theory of interval differentiation arithmetic, as a two-sorted extension of the theory of a differential interval algebra, and provide the proofs for its categoricity and consistency. Thereupon, we investigate the ensuing structure and show that it constitutes a multiplicatively non-associative S-semiring in which multiplication is subalternative and flexible. Finally, we show how to computationally realize interval automatic differentiation. Many examples are given, illustrating automatic differentiation of interval functions and families of real functions.

Dawood, Hend, and Nefertiti Megahed. "A Consistent and Categorical Axiomatization of Differentiation Arithmetic Applicable to First and Higher Order Derivatives." Punjab University Journal of Mathematics 51, no. 11 (2019): 77-100. Abstractpujm_51-11_p77-100_dawood.pdfWebsite

Differentiation arithmetic is a principal and accurate technique for the computational evaluation of derivatives of first and higher order. This article aims at recasting real differentiation arithmetic in a formalized theory of dyadic real differentiation numbers that provides a foundation for first and higher order automatic derivatives. After we set the stage by putting on a systematic basis certain fundamental notions of the algebra of differentiation numbers, we begin by setting up an axiomatic theory of real differentiation arithmetic, as a many-sorted extension of the theory of a continuously ordered field, and then establish the proofs for its consistency and categoricity. Next, we carefully construct the algebraic system of real differentiation arithmetic, deduce its fundamental properties, and prove that it constitutes a commutative unital ring. Furthermore, we describe briefly the extensionality of the system to an interval differentiation arithmetic and to an algebraically closed commutative ring of complex differentiation arithmetic. Finally, a word is said on machine realization of real differentiation arithmetic and its correctness, with an addendum on how to compute automatic derivatives of first and higher order.

Keywords: Automatic differentiation; Categorical differentiation arithmetic; Consistent differentiation arithmetic; Commutative unital ring; Interval differentiation arithmetic; Algebraically closed commutative rings.